+127.2%
KR vs SIMO
+557.5%
-430.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.8% |
| 7D | -2.7% | +12.5% | -15.2% | -2.5% |
| 30D | +1.9% | +18.4% | -16.5% | +2.2% |
| 3M | -11.0% | +5.6% | -16.7% | -10.9% |
| 6M | -20.2% | +116.9% | -137.1% | -20.2% |
| YTD | -7.3% | +188.4% | -195.7% | -7.4% |
| 1Y | -13.1% | +221.3% | -234.4% | -13.3% |
| 3Y | +29.7% | +438.6% | -408.8% | +27.9% |
| 5Y | +48.8% | +287.9% | -239.1% | +47.0% |
| All | +127.2% | +557.5% | -430.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling